Abb Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.07% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6148 | 2.70 | |
| 0.1171 | 7.73 | |
| 0.8082 | 37.31 | |
| -0.1582 | -1.26 | |
| 0.2649 | 1.71 | |
| -0.0718 | -1.38 | |
| -0.2019 | -3.40 | |
| 0.2916 | 5.15 | |
| -0.1967 | -4.01 | |
| 0.1120 | 2.10 | |
| -0.0317 | -0.57 | |
| -0.0050 | -0.10 | |
| -0.0148 | -0.40 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities